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Backtest · v2.2 (sector cap + distress floor)
Growth of $1 from June 2010, rebalanced every June, after 20bp round-trip costs, against the equal-weighted screened universe. A simulation, not a record of real investing.
Year by year
The average edge is made of both. Each bar below is one June-to-June year against the benchmark.
2010–11
+36.2%
vs +34.3%
▲ 1.9 pts
2011–12
+11.9%
vs +3.6%
▲ 8.3 pts
2012–13
+25.2%
vs +27.1%
▼ 1.9 pts
2013–14
+24.7%
vs +27.0%
▼ 2.3 pts
2014–15
+14.0%
vs +9.8%
▲ 4.2 pts
2015–16
+5.5%
vs +6.7%
▼ 1.2 pts
2016–17
+34.2%
vs +22.2%
▲ 12.0 pts
2017–18
+21.0%
vs +15.2%
▲ 5.7 pts
2018–19
+3.5%
vs +11.4%
▼ 7.9 pts
2019–20
+3.4%
vs +0.2%
▲ 3.1 pts
2020–21
+63.9%
vs +49.4%
▲ 14.5 pts
2021–22
−0.1%
vs −7.8%
▲ 7.7 pts
2022–23
+17.6%
vs +17.3%
▲ 0.3 pts
2023–24
+9.7%
vs +13.9%
▼ 4.2 pts
2024–25
+14.6%
vs +12.0%
▲ 2.6 pts
2025–26
+19.9%
vs +26.1%
▼ 6.2 pts